Archive for Jussieu

ring of fire [jatp]

Posted in Mountains, pictures, Travel, University life with tags , , , , , , , , , , , on September 4, 2021 by xi'an

While leisurely biking in Paris the previous (grey) weekend, my wife and I stopped by the entrance to the Jardin des Plantes, in front of a (grey) renovated building of l’Institut de physique du globe, where we both attended (maths) lectures in the 1980’s. I had noticed the renovation years ago and in particular the red neon fractured line going over the faces of the building, but never considered it had a specific meaning.In fact, the apparent random walk has nothing random as it reproduces the Ring of Fire, a Fuller projection of the continuum of volcanoes that ring the Pacific Ocean. (This sculpture was created by Angela Detanico et Rafael Lain.)

Statistical methods for Hawkes processes

Posted in pictures, Statistics, Travel, University life with tags , , , , , , on February 6, 2020 by xi'an

There will be a workshop on Hawkes processes in Paris, 10 March 2020, Sorbonne University, with the following speakers

  • Martin Bompaire (Critéo)
  • Félix Cheysson (AgroParisTech/INRA)
  • Simon Clinet (Keio University)
  • Eva Löcherbach (Université Paris 1 Panthéon-Sorbonne)
  • Marcello Rambaldi (Capital Fund Management)
  • Judith Rousseau (Université Paris-Dauphine & Oxford University)

Jean-Paul Benzécri (1932-2019)

Posted in Books, pictures, Statistics, University life with tags , , , , , , , , , , on December 3, 2019 by xi'an

I learned last weekend that Jean-Paul Benzécri had died earlier in the week. He was a leading and charismatic figure of the French renewal in data analysis (or analyse des données) that used mostly algebraic tools to analyse large datasets, while staying as far as possible from the strong abstraction of French statistics at that time. While I did not know him on a personal basis, I remember from my lecturer years there that he used to come to Institut de Statistique de l’Université de Paris (ISUP), Université Pierre et Marie Curie, once a week and meet with a large group of younger statisticians, students and junior faculty, and then talk to them for long hours while walking back and forth along the corridor in Jussieu. Showing extreme dedication from the group as this windowless corridor was particularly ghastly! (I also remember less fondly hours spent over piles and piles of SAS printout trying to make sense of multiple graphs of projections produced by these algebraic methods and feeling there were too many degrees of freedom for them to feel rigorous enough.)

Christian Robert is giving a talk in Jussieu tomorrow

Posted in Statistics, University life with tags , , , , , , , on September 26, 2019 by xi'an

My namesake Christian (Yann) Robert (CREST) is giving a seminar tomorrow in Jussieu (Université Pierre & Marie Curie, couloir 16-26, salle 209), between 2 and 3, on composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions. Here is the abstract:

We consider the family of hierarchical Archimedean copulas obtained from multivariate exponential mixture distributions through compounding, as introduced by Cossette et al. (2017). We investigate ways of determining the structure of these copulas and estimating their parameters. An agglomerative clustering technique based on the matrix of Spearman’s rhos, combined with a bootstrap procedure, is used to identify the tree structure. Parameters are estimated through a top-down composite likelihood. The validity of the approach is illustrated through two simulation studies in which the procedure is explained step by step. The composite likelihood method is also compared to the full likelihood method in a simple case where the latter is computable.

computational statistics and molecular simulation [18w5023]

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , , , on November 19, 2018 by xi'an

The last day of the X fertilisation workshop at the casa matematicà Oaxaca, there were only three talks and only half of the participants. I lost the subtleties of the first talk by Andrea Agazzi on large deviations for chemical reactions, due to an emergency at work (Warwick). The second talk by Igor Barahona was somewhat disconnected from the rest of the conference, working on document textual analysis by way of algebraic data analysis (analyse des données) methods à la Benzécri. (Who was my office neighbour at Jussieu in the early 1990s.) In the last and final talk, Eric Vanden-Eijden made a link between importance sampling and PDMP, as an integral can be expressed via a trajectory of a path. A generalisation of path sampling, for almost any ODE. But also a competitor to nested sampling, waiting for the path to reach an Hamiltonian level, without some of the difficulties plaguing nested sampling like resampling. And involving continuous time processes. (Is there a continuous time version of ABC as well?!) Returning unbiased estimators of mean (the original integral) and variance. Example of a mixture example in dimension d=10 with k=50 components using only 100 paths.

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